Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.584 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48388.5 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46186.98 Kr¶

PnL: ---------------------------------------> -2035.27 Kr¶

DD now: ---------------------------------> -7.075 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:07:59.927569'

Anic Portfolio¶

Today¶

Return: -0.171 %¶

This Week¶

Return: -0.171 %¶

Total¶

Return: 58.412 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.730000 832.950000 134.950000 19.330000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
Stillfront Group 38 -2.250000 709.460000 23.460000 3.420000 686.000016
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Vitec Software Group B 1 -1.370000 496.600000 11.600000 2.390000 485.000000
Tietoevry 2 -2.360000 646.000000 8.000000 1.250000 638.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.430000 651.600000 -0.400000 -0.060000 651.999999
SKF A 3 -3.960000 589.200000 -3.800000 -0.640000 593.000001
SKF B 3 -4.080000 589.650000 -6.350000 -1.070000 596.000001
ASSA ABLOY B 2 -1.410000 503.400000 -10.600000 -2.060000 514.000000
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Embracer Group B 14 -4.860000 675.850000 -13.150000 -1.910000 689.000004
Avanza Bank Holding 2 -3.550000 494.000000 -17.000000 -3.330000 511.000000
Husqvarna A 7 -3.210000 612.500000 -20.500000 -3.240000 632.999997
Husqvarna B 7 -3.230000 612.780000 -27.220000 -4.250000 639.999997
Loomis 6 -2.610000 2013.600000 -29.400000 -1.440000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.440000 530.250000 -31.750000 -5.650000 562.000005
Lagercrantz Group B 5 -0.950000 573.500000 -33.500000 -5.520000 607.000000
Collector Bank 29 -5.580000 1200.460000 -33.540000 -2.720000 1233.999996
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -2.890000 579.900000 -38.100000 -6.170000 618.000000
Rejlers B 6 -3.150000 921.600000 -40.400000 -4.200000 961.999998
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -1.880000 474.500000 -54.500000 -10.300000 529.000000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Nordea Bank Abp 30 -4.030000 3700.200000 -62.800000 -1.670000 3762.999990
AFRY 3 -3.140000 517.500000 -77.500000 -13.030000 594.999999
Viaplay Group B 4 -5.350000 949.200000 -87.800000 -8.470000 1037.000000
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
RVRC Holding 17 -2.930000 551.480000 -131.520000 -19.260000 683.000007
Fastighetsbolaget Emilshus B 23 0.090000 540.730000 -154.270000 -22.200000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.140000 3548.800000 -589.200000 -14.240000 4138.000000
TOTAL 46186.980000 -2035.270000 -7.07479% 48222.250041

Updated:¶

'2023-03-13 16:08:14.245727'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶